2012 performance of the Tradestreaming Guru Hedge Fund Portfolio

The portfolio (access details here) was up over 24.51% in 2012.

I’ve made 17 trades in 2012. The portfolio is based upon the research I published in Tradestream Your Way to Profits and mimics certain strategies of 12 top hedge fund managers. It’s not as simple as merely aping top hedge funds’ trading — certain hedge funds replicate differently than others.

For example, investors may begin to approximate Warren Buffett’s returns by buying his largest holding while Pershing Square’s Bill Ackman may replicate best by buying his newest holding.

Anyway, couple more details about the Tradestreaming Hedge Fund Guru Portfolio

  • 82.4% of trades profitable
  • 0.592 correlation with S&P500
  • Sharpe Ratio of 2.29

For more details, check out my strategy on Collective2